arXiv Machine Learning

Input Bias Correction in Gaussian Process Regression

arXiv Machine Learning
Oct 5

Predictively Oriented Gaussian Process Posteriors

arXiv:2610.03201v1 Announce Type: cross Abstract: Gaussian Processes (GPs) are a powerful tool for modelling and quantifying uncertainty in functional relationships. However, they require practitione...

By Callum Lau, Jeremias Knoblauch, Louis Sharrock
arXiv Machine Learning
Sep 15

Bayesian Optimisation Using Product-of-Experts Gaussian Process Models with Uncertainty Calibration

The paper introduces BO-pro-c, a Bayesian optimisation algorithm that employs a product-of-experts Gaussian process (GP-pro-c) as its surrogate model. GP-pro-c combines multiple local GP experts to improve uncertainty quantification, reduce computational cost, and preserve global correlations, addressing the cubic complexity of single global GP models. Experiments show that BO-pro-c achieves competitive optimisation performance with a 0.9% lower simple regret and a 39.4% reduction in computational overhead compared to a single‑global‑GP baseline.

By Yean Hoon Ong
arXiv Machine Learning
Oct 9

SCORE: Spectral Correlation Estimation for Multivariate Gaussians

The paper introduces SCORE, a scalable framework that learns an expressive covariance approximation for high‑dimensional Gaussian targets by combining scoring rule training with spectral‑space modeling. It decomposes the learning task into marginal distribution estimation and structured correlation matrix learning, achieving dense dependencies with linear storage and ≠(d log d) computational cost. The method employs a closed‑form Gaussian kernel score that remains valid for degenerate covariances, provides bounded gradients, and is invariant under unitary transforms, with theoretical guarantees on marginal recovery and correlation projection, and demonstrates improved performance on time‑series forecasting, monocular depth estimation, and spatial weather prediction.

By Christopher B\"ulte, Emil Partow, Astha Gupta, Pascal Esser, Gitta Kutyniok
arXiv Machine Learning
Oct 16

Learn Only Where You Can't Compute: Structured Corrections to Gaussian Process Posteriors

The paper introduces a structured posterior‑correction framework that blends a tractable Gaussian reference with data‑driven corrections learned via diffusion models. After applying mean correction and covariance calibration, the diffusion model focuses on a low‑dimensional subspace that captures discrepancies from the Gaussian reference, while the remaining space stays Gaussian. Experiments on three scientific inference tasks show that these corrections recover hidden modes, improve sample structure, and reduce prediction error compared to the Gaussian reference, with trade‑offs between accuracy and computational cost relative to full‑field generative models.

By Tobias Weber, Carla Sagebiel, Philipp Hennig
arXiv Machine Learning
Oct 16

Robust Covariance Estimation for Entry-wise Contaminated and Partially Observed Data via Expectation Maximization Algorithm

The paper presents a robust covariance estimation method for data that is both entry-wise contaminated and partially observed. It extends the Student‑t* model by using a stochastic approximation EM algorithm that operates on a reduced latent space, avoiding explicit sampling of latent Gaussian variables while maintaining a likelihood‑based framework. Experiments on synthetic and real sensor data demonstrate that this approach achieves lower Fisher‑Rao error than Gaussian, Student‑t, imputation‑based, and detect‑then‑estimate estimators, especially at moderate to high outlier rates under diffuse contamination.

By Matys Savidan, Mohammed Nabil El Korso
arXiv Machine Learning
Sep 10

Accelerating Diffusion Transformers with Gaussian Process Rectified Feature Cache

The paper introduces GP-Refiner, a plug‑and‑play framework that uses Gaussian Process Regression to correct feature predictions in Diffusion Transformers. By observing that residuals between cached and full‑compute features follow a local zero‑mean Gaussian distribution, the method treats cached features as noisy observations of the true trajectory, enabling online correction without needing explicit labels. Experiments show that integrating GP‑Refiner with existing acceleration techniques, such as TaylorSeer, cuts computational load by 19.3% while improving image quality metrics (PSNR +0.9 dB, LPIPS 0.46→0.29).

By Zhirong Shen, Rui Huang, Chang Zou, Shikang Zheng, Jiacheng Liu, Peiliang Cai, Zhengyi Shi, Yaosong Du, Liang Feng, Xiaobing Tu, Jinkui Ren, Xiantao Zhang, Linfeng Zhang